+2,053.0%
LLY vs A
+300.7%
+1,752.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | +4.6% | +0.7% | +3.9% | +4.3% |
| 30D | +22.4% | +0.8% | +21.5% | +21.9% |
| 3M | +17.1% | +16.9% | +0.2% | +10.8% |
| 6M | +44.6% | +53.8% | -9.1% | +23.7% |
| YTD | +33.5% | +28.1% | +5.3% | +21.2% |
| 1Y | +41.1% | +15.0% | +26.1% | +32.9% |
| 3Y | +143.8% | +63.1% | +80.7% | +97.7% |
| 5Y | +473.4% | +11.5% | +461.9% | +422.2% |
| All | +2,053.0% | +300.7% | +1,752.3% | +1,025.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling